+27.2%
OMC vs EXPD
+39.4%
-12.2%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +6.8% | -7.4% | +14.2% | +9.0% |
| 30D | +16.2% | -2.1% | +18.3% | +16.5% |
| 3M | +6.0% | +5.7% | +0.3% | +3.9% |
| 6M | +17.7% | +21.4% | -3.6% | +10.4% |
| YTD | +13.5% | +27.6% | -14.2% | +3.5% |
| 1Y | +27.2% | +36.1% | -8.9% | +12.9% |
| All | +27.2% | +39.4% | -12.2% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EXPD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling